A Learning-based Innovized Progress Operator for Faster Convergence in Evolutionary Multi-objective Optimization

Learning effective problem information from already explored search space in an optimization run, and utilizing it to improve the convergence of subsequent solutions, have represented important directions in Evolutionary Multi-objective Optimization (EMO) research. In this article, a machine learning (ML)-assisted approach is proposed that: (a) maps the solutions from earlier generations of an EMO run to the current non-dominated solutions in the decision space ; (b) learns the salient patterns in the mapping using an ML method, here an artificial neural network (ANN); and (c) uses the learned ML model to advance some of the subsequent offspring solutions in an adaptive manner. Such a multi-pronged approach, quite different from the popular surrogate-modeling methods, leads to what is here referred to as the Innovized Progress (IP) operator. On several test and engineering problems involving two and three objectives, with and without constraints, it is shown that an EMO algorithm assisted by the IP operator offers faster convergence behavior, compared to its base version independent of the IP operator. The results are encouraging, pave a new path for the performance improvement of EMO algorithms, and set the motivation for further exploration on more challenging problems.

The Case for Adaptive Security Interventions

Despite the availability of various methods and tools to facilitate secure coding, developers continue to write code that contains common vulnerabilities. It is important to understand why technological advances do not sufficiently facilitate developers in writing secure code. To widen our understanding of developers' behaviour, we considered the complexity of the security decision space of developers using theory from cognitive and social psychology. Our interdisciplinary study reported in this article (1) draws on the psychology literature to provide conceptual underpinnings for three categories of impediments to achieving security goals, (2) reports on an in-depth meta-analysis of existing software security literature that identified a catalogue of factors that influence developers' security decisions, and (3) characterises the landscape of existing security interventions that are available to the developer during coding and identifies gaps. Collectively, these show that different forms of impediments to achieving security goals arise from different contributing factors. Interventions will be more effective where they reflect psychological factors more sensitively and marry technical sophistication, psychological frameworks, and usability. Our analysis suggests “adaptive security interventions” as a solution that responds to the changing security needs of individual developers and a present a proof-of-concept tool to substantiate our suggestion.

Decision space robustness for multi-objective integer linear programming

In this article we introduce robustness measures in the context of multi-objective integer linear programming problems. The proposed measures are in line with the concept of decision robustness, which considers the uncertainty with respect to the implementation of a specific solution. An efficient solution is considered to be decision robust if many solutions in its neighborhood are efficient as well. This rather new area of research differs from robustness concepts dealing with imperfect knowledge of data parameters. Our approach implies a two-phase procedure, where in the first phase the set of all efficient solutions is computed, and in the second phase the neighborhood of each one of the solutions is determined. The indicators we propose are based on the knowledge of these neighborhoods. We discuss consistency properties for the indicators, present some numerical evaluations for specific problem classes and show potential fields of application.

Robust Well Placement Optimization Through Universal Trace Kriging with Adaptive Sampling

Optimizing well locations for a green field is critical to mitigate development risks. Performing such workflows with reservoir simulations is very challenging due to the huge computational cost. Proxy models can instead provide accurate estimates at a fraction of the computing time. This study presents an application of new generation functional proxies to optimize the well locations in a real oil field with respect to the actualized oil production on all the different geological realizations. Proxies are built with the Universal Trace Kriging and are functional in time allowing to actualize oil flows over the asset lifetime. Proxies are trained on the reservoir simulations using randomly sampled well locations. Two proxies are created for a pessimistic model (P10) and a mid-case model (P50) to capture the geological uncertainties. The optimization step uses the Non-dominated Sorting Genetic Algorithm, with discounted oil productions of the two proxies, as objective functions. An adaptive approach was employed: optimized points found from a first optimization were used to re-train the proxy models and a second run of optimization was performed. The methodology was applied on a real oil reservoir to optimize the location of four vertical production wells and compared against reference locations. 111 geological realizations were available, in which one relevant uncertainty is the presence of possible compartments. The decision space represented by the horizontal translation vectors for each well was sampled using Plackett-Burman and Latin-Hypercube designs. A first application produced a proxy with poor predictive quality. Redrawing the areas to avoid overlaps and to confine the decision space of each well in one compartment, improved the quality. This suggests that the proxy predictive ability deteriorates in presence of highly non-linear responses caused by sealing faults or by well interchanging positions. We then followed a 2-step adaptive approach: a first optimization was performed and the resulting Pareto front was validated with reservoir simulations; to further improve the proxy quality in this region of the decision space, the validated Pareto front points were added to the initial dataset to retrain the proxy and consequently rerun the optimization. The final well locations were validated on all 111 realizations with reservoir simulations and resulted in an overall increase of the discounted production of about 5% compared to the reference development strategy. The adaptive approach, combined with functional proxy, proved to be successful in improving the workflow by purposefully increasing the training set samples with data points able to enhance the optimization step effectiveness. Each optimization run performed relies on about 1 million proxy evaluations which required negligible computational time. The same workflow carried out with standard reservoir simulations would have been practically unfeasible.

Intraparietal stimulation disrupts negative distractor effects in human multi-alternative decision-making

There has been debate about whether addition of an irrelevant distractor option to an otherwise binary decision influences which of the two choices is taken. We show that disparate views on this question are reconciled if distractors exert two opposing but not mutually exclusive effects. Each effect predominates in a different part of decision space: 1) a positive distractor effect predicts high-value distractors improve decision-making; 2) a negative distractor effect, of the type associated with divisive normalisation models, entails decreased accuracy with increased distractor values. Here, we demonstrate both distractor effects coexist in human decision making but in different parts of a decision space defined by the choice values. We show disruption of the medial intraparietal area (MIP) by transcranial magnetic stimulation (TMS) increases positive distractor effects at the expense of negative distractor effects. Furthermore, individuals with larger MIP volumes are also less susceptible to the disruption induced by TMS. These findings also demonstrate a causal link between MIP and the impact of distractors on decision-making via divisive normalization.

Branch-and-Bound for Biobjective Mixed-Integer Linear Programming

We present a generic branch-and-bound algorithm for finding all the Pareto solutions of a biobjective mixed-integer linear program. The main contributions are new algorithms for obtaining dual bounds at a node, checking node fathoming, presolve, and duality gap measurement. Our branch-and-bound is predominantly a decision space search method because the branching is performed on the decision variables, akin to single objective problems, although we also sometimes split gaps and branch in the objective space. The various algorithms are implemented using a data structure for storing Pareto sets. Computational experiments are carried out on literature instances and on a new set of instances that we generate using a benchmark library (MIPLIB2017) for single objective problems. We also perform comparisons against the triangle splitting method from literature, which is an objective space search algorithm. Summary of Contribution: Biobjective mixed-integer optimization problems have two linear objectives and a mixed-integer feasible region. Such problems have many applications in operations research, because many real-world optimization problems naturally comprise two conflicting objectives to optimize or can be approximated in such a manner and are even harder than single objective mixed-integer programs. Solving them exactly requires the computation of all the nondominated solutions in the objective space, whereas some applications may also require finding at least one solution in the decision space corresponding to each nondominated solution. This paper provides an exact algorithm for solving these problems using the branch-and-bound method, which works predominantly in the decision space. Of the many ingredients of this algorithm, some parts are direct extensions of the single-objective version, but the main parts are newly designed algorithms to handle the distinct challenges of optimizing over two objectives. The goal of this study is to improve solution quality and speed and show that decision-space algorithms perform comparably to, and sometimes better than, algorithms that work mainly in the objective-space.

Goal-oriented adaptive sampling under random field modelling of response probability distributions

In the study of natural and artificial complex systems, responses that are not completely determined by the considered decision variables are commonly modelled probabilistically, resulting in response distributions varying across decision space. We consider cases where the spatial variation of these response distributions does not only concern their mean and/or variance but also other features including for instance shape or uni-modality versus multi-modality. Our contributions build upon a non-parametric Bayesian approach to modelling the thereby induced fields of probability distributions, and in particular to a spatial extension of the logistic Gaussian model. The considered models deliver probabilistic predictions of response distributions at candidate points, allowing for instance to perform (approximate) posterior simulations of probability density functions, to jointly predict multiple moments and other functionals of target distributions, as well as to quantify the impact of collecting new samples on the state of knowledge of the distribution field of interest. In particular, we introduce adaptive sampling strategies leveraging the potential of the considered random distribution field models to guide system evaluations in a goal-oriented way, with a view towards parsimoniously addressing calibration and related problems from non-linear (stochastic) inversion and global optimisation.

Information Distribution in Multi-Robot Systems: Generic, Utility-Aware Optimization Middleware

This work addresses the problem of what information is worth sending in a multi-robot system under generic constraints, e.g., limited throughput or energy. Our decision method is based on Monte Carlo Tree Search. It is designed as a transparent middleware that can be integrated into existing systems to optimize communication among robots. Furthermore, we introduce techniques to reduce the decision space of this problem to further improve the performance. We evaluate our approach using a simulation study and demonstrate its feasibility in a real-world environment by realizing a proof of concept in ROS 2 on mobile robots.

An Expensive Multi-Objective Optimization Algorithm Based on Decision Space Compression

Numerous surrogate-assisted expensive multi-objective optimization algorithms were proposed to deal with expensive multi-objective optimization problems in the past few years. The accuracy of the surrogate models degrades as the number of decision variables increases. In this paper, we propose a surrogate-assisted expensive multi-objective optimization algorithm based on decision space compression. Several surrogate models are built in the lower dimensional compressed space. The promising points are generated and selected in the lower compressed decision space and decoded to the original decision space for evaluation. Experimental studies show that the proposed algorithm achieves a good performance in handling expensive multi-objective optimization problems with high-dimensional decision space.